+57.8%
T vs PNR
-3.8%
+61.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.5% | +0.3% | +2.3% | +2.5% |
| 30D | -3.8% | +31.7% | -35.5% | -7.0% |
| 3M | -8.7% | +2.6% | -11.4% | -9.2% |
| 6M | -8.1% | -6.4% | -1.7% | -7.9% |
| YTD | -6.4% | -33.4% | +27.0% | -2.5% |
| 1Y | -9.8% | -35.1% | +25.3% | -5.6% |
| 3Y | +65.5% | +17.1% | +48.4% | +50.7% |
| All | +57.8% | -3.8% | +61.6% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling